Orderflow imbalance and high frequency trading

Pecchiari, Matteo (A.A. 2018/2019) Orderflow imbalance and high frequency trading. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 79. [Master's Degree Thesis]

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Framework of financial markets. Activity of market partecipants. Microstructure and orderflow. Introduction to market microstructure. Statistical studies and trading strategy. Theory and statistical methods.


Bibliografia: pp. 67-68.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Empirical finance
Thesis Supervisor: Santucci de Magistris, Paolo
Thesis Co-Supervisor: Grassi, Stefano
Academic Year: 2018/2019
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 21 Sep 2020 12:42
Last Modified: 21 Sep 2020 12:42
URI: https://tesi.luiss.it/id/eprint/27169


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